Ok here's the advice from the ones I've been successful at:

Final Fantasy 5

Mix and match those job classes as much as possible. Focus your attention on the following job classes: Knight, Monk, Sorcerer, White Mage, Black Mage, Geomancer, and Summoner. Some of the others are good too, but stay away from crap ones like Red Mage.

I would recommend you have as many party members as possible learning White Mage. And remember in this game you need to buy magic from shops, some of the better magic comes from sidequests so look out for it.

Final Fantasy 7

Do the Chocobo sidequest and get Knights of the Round, Mime and Quadra Magic. Get all the Huge Materia and get Bahamut Zero. Pick up Cids triple growth weapon Scimitar just before you get in the Submarine. Go down to the sunken Gelnika plane. While you're picking up all the cool stuff down there level up KOTR on Cid's triple growth weapon. Level 2 should be enough. Make sure your elemental and curative spells are levelled up too. Also, note that Sephiroth pretty much signs his own death warrant by throwing Destruct materia at you in Nibelheim. You don't need to level this up at all. Just use it in the final battle to disable his wall. As for your own protection, make sure you equip Manipulate and Enemy Skill Materia on the world map beach next to Costa del Sol. Then Manipulate the Beach Plugs into giving you Big Guard. Use this skill in the final battle too. (Phew! I know too much about this game)

Final Fantasy 9

I've recently provided a strategy for this one in the FF9 forum so I won't repeat myself. I will just say this: don't bother going through the hell of that Sidequest boss Ozma just to get Ark, you can beat the game without it.

Final Fantasy 10

When you get to the end of your characters sphere grids keep a close eye on those magic and strength stats. Make sure Yuna learns black magic and Lulu learns white. Let Wakka, Tidus and Auron learn each others skills (sphere grid willing that is) Collect as many key spheres, teleport spheres to make this possible, they aren't too hard to find. It is also very very easy to become too powerful, so by all means get the extra Aeons up to Anima but don't bother with the Magus Sisters and their Delta Attack (it can wipe out Braska's Final out in one move). The Omega ruins are a great place to gain some extra battle experience. And one more thing, make sure you have Zombie Sword so the Yu Yevon battle doesn't go on forever.

Final Fantasy 10-2

Another flexible job system. I would focus on Black Mage, White Mage, Warrior and possibly Songstress too. And remember pick up the all important Dark Knight Sphere in Bevelle and get all three girls to master this one.